Powell's BOBYQA algorithm. This implementation is translated and
adapted from the Fortran version available
here.
See
this paper for an introduction.
BOBYQA is particularly well suited for high dimensional problems
where derivatives are not available. In most cases it outperforms the
PowellOptimizer significantly. Stochastic algorithms like
CMAESOptimizer succeed more often than BOBYQA, but are more
expensive. BOBYQA could also be considered as a replacement of any
derivative-based optimizer when the derivatives are approximated by
finite differences.